Inferential challenges that arise when data are censored have been extensively studied under the classical frameworks. In this paper, we provide an alternative generalized inferential model approach whose output is a data-dependent plausibility function. This construction driven by association between distribution of relative likelihood function at interest parameter and unobserved auxiliary va...

In this study a number of control strategies have been developed for control of the overhead composition of a binary distillation column. The nonlinear wave model as presented in the literature, has been substantially modified in order to express it in variables that can easily be measured and make it more robust to feed flow and feed composition changes. The new model consists essentially of t...

Poskitt and Skeels (2003) provide a new approximation to the sampling distribution of the IV estimator in a simultaneous equations model, the approximation is appropriate when the concentration parameter associated with the reduced form model is small. A basic purpose of this paper is to provide the practitioner with easily implemented inferential tools based upon extensions to these small conc...

inverse sampling design is generally considered to be appropriate technique when the population is divided into two subpopulations, one of which contains only few units. in this paper, we derive the horvitz-thompson estimator for the population mean under inverse sampling designs, where subpopulation sizes are known. we then introduce an alternative unbiased estimator, corresponding to post-str...

Abstract We study Granger causality testing for high-dimensional time series using regularized regressions. To perform proper inference, we rely on heteroskedasticity and autocorrelation consistent (HAC) estimation of the asymptotic variance develop inferential theory in setting. recognize time-series data structures, focus sparse-group LASSO (sg-LASSO) estimator, which includes group as specia...

let be a random sample from a normal distribution with unknown mean and known variance the usual estimator of the mean, i.e., sample mean is the maximum likelihood estimator which under squared error loss function is minimax and admissible estimator. in many practical situations, is known in advance to lie in an interval, say for some in this case, the maximum likelihood estimator changes and d...